Was in Carphone Warehouse the other day with my dad and the assistant said that if you use a 3g phone as a 3g modem then it costs more than using the usb modem that they have started selling recently. I explained to the guy that it's doing exactly the same thing, so using the same sim card will cost the same amount. For the price of those things you're better off getting a phone that you can use the phone/text/camera/internet browsing features of rather than just using it as a modem.
I think the guy was just trying to sell a usb modem that they obviously make a fair bit of profit on. Trying to find some sort of proof to backup my argument.